Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 30
BB.Number.of.SDs.to.Enter = 2.5
Profit account= 108 (per day adjusted to desire% DD )
Activity = 5.33 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 30 and BB.Number.of.SDs.to.Enter = 2.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
215 54592.96 861.26 9224.69 7 310 226 -30.7 30 2.5 USDCHF 30.74897 32.5214181 9756.4254 17754.405 20.614454 0.3599378 No
115 99835.84 861.23 25518.98 7 496 351 -85.1 30 2.5 GBPJPY 85.06327 11.7559558 3526.7867 11736.657 13.627785 0.5759205 No
90 76118.08 858.32 20060.29 6 306 221 -66.9 30 2.5 EURUSD 66.86763 14.9549184 4486.4755 11383.397 13.262416 0.3565104 No
165 95468.48 874.54 26372.33 7 604 437 -87.9 30 2.5 NZDUSD 87.90777 11.3755592 3412.6677 10860.073 12.418041 0.6906488 No
265 220258.77 873.89 71886.22 8 788 583 -239.6 30 2.5 XAUUSD 239.62073 4.1732616 1251.9785 9191.975 10.518457 0.9017153 No
65 84563.62 861.10 28934.89 7 437 311 -96.4 30 2.5 EURJPY 96.44963 10.3681058 3110.4317 8767.646 10.181913 0.5074904 No
240 193564.55 871.35 74674.32 8 408 289 -248.9 30 2.5 USDJPY 248.91440 4.0174454 1205.2336 7776.350 8.924485 0.4682389 No
40 14035.12 845.32 7580.22 6 127 97 -25.3 30 2.5 EURGBP 25.26740 39.5766877 11873.0063 5554.636 6.571045 0.1502390 No
140 100587.46 852.04 74408.89 8 404 303 -248.0 30 2.5 GBPUSD 248.02963 4.0317763 1209.5329 4055.461 4.759708 0.4741561 No
190 226748.45 846.75 233498.98 10 240 178 -778.3 30 2.5 USDCAD 778.32993 1.2848022 385.4407 2913.269 3.440530 0.2834367 Yes
15 293542.30 869.13 311444.85 9 544 400 -1038.1 30 2.5 AUDUSD 1038.14950 0.9632524 288.9757 2827.553 3.253315 0.6259133 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5